Shell PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 6.76 | |
| 0.1312 | 33.77 | |
| 0.9853 | 759.66 | |
| -0.0267 | -8.96 |
Estimation Period:
Jan 1, 1990 to Jan 28, 2022
Jan 1, 1990 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts